def __fee(self, exchange):
nonce = str(int(time.time() * 1e6))
d = dict()
if exchange == "trt":
url = "https://api.therocktrading.com/v1/funds/BTCEUR"
signature = hmac.new(self.secret_trt.encode(),
msg=(str(nonce) + url).encode(),
digestmod=hashlib.sha512).hexdigest()
_headers = {
"Content-Type": "application/json",
"X-TRT-KEY": self.apikey_trt,
"X-TRT-SIGN": signature,
"X-TRT-NONCE": nonce
}
resp = requests.get(url, headers=_headers)
d["feetrttaker"] = json.loads(resp.text)["buy_fee"]
d["feetrtmaker"] = json.loads(resp.text)["sell_fee"]
return d
elif exchange == "krk":
api = krakenex.API(self.apikey_krk, self.secret_krk)
k = KrakenAPI(api)
resp = pd.DataFrame(k.get_trade_volume("BTCEUR")[2])
d["feekrk"] = resp["XXBTZEUR"][0]
return d
elif exchange == "bnb":
resp = self.client.get_trade_fee(symbol="BNBTRX")
print(resp)
d["feebnbtaker"] = resp["tradeFee"][0]["taker"]
d["feebnbmaker"] = resp["tradeFee"][0]["maker"]
return d
def __order(self, exchange, order):
nonce = str(int(time.time() * 1e6))
d = dict()
if order == None:
return d
if exchange == "TRT":
url = "https://api.therocktrading.com/v1/funds/" + self.pair + "/orders/" + order
signature = hmac.new(self.secret_TRT.encode(),
msg=(str(nonce) + url).encode(),
digestmod=hashlib.sha512).hexdigest()
_headers = {
"Content-Type": "application/json",
"X-TRT-KEY": self.apikey_TRT,
"X-TRT-SIGN": signature,
"X-TRT-NONCE": nonce
}
resp = requests.get(url, headers=_headers)
print("TRT", resp)
d["status_TRT"] = json.loads(resp.text)["status"]
return d
elif exchange == "krk":
print(
"FUNCTION NOT ENABLED ON KRAKEN EXCHANGE, USE OTHER EXCHANGES FOR THIS FEATURE TO WORK"
)
exit(2)
api = krakenex.API(self.apikey_krk, self.secret_krk)
k = KrakenAPI(api)
resp = pd.DataFrame(k.get_trade_volume(self.pair)[2])
d["feekrk"] = resp["XXBTZEUR"][0]
return d
elif exchange == "BNB":
resp = self.client.get_order(symbol=self.pair, orderId=order)
print("binance", resp)
d["status_BNB"] = resp["status"]
return d
def kraken():
api = krakenex.API()
k = KrakenAPI(api)
x = k.get_ticker_information('XBTUSD')
for i in x:
a = x.iloc[0][0][0]
return a
def _get_backcast_data(self):
api = krakenex.API()
k = KrakenAPI(api)
api.load_key('kraken_keys.py')
df, last = k.get_ohlc_data(self.pair, interval=self.data_agg, ascending=True)
df.index = df.index.tz_localize(tz='UTC').tz_convert('US/Central')
return df
def __init__(self):
super().__init__()
args = json.load(open('krakenKey.json'))
api = krakenex.API(**args)
self.kraken = KrakenAPI(api)
accounts = self.kraken.get_account_balance()
print(accounts)
return
def __init__(self, interval=1, waitInterval=1, **params):
self.KAPI = KrakenAPI(krakenex.API())
self.ohlc, self.since = self.KAPI.get_ohlc_data(
"BTCUSD",
interval=interval,
since=None,
ascending=True,
)
self.interval = interval
self.waitInterval = waitInterval
super().__init__(**params)
def __init__(self, folder, pair, timezone):
# initiate api
self.api = krakenex.API()
self.k = KrakenAPI(self.api, tier=0, retry=.1)
# set pair
self.pair = pair
self.tz = pytz.timezone(timezone)
# set and create folder
self.folder = folder
os.makedirs(self.folder + pair, exist_ok=True)
def trade(self, exchange, fund_id, side, amount, price):
nonce = str(int(time.time() * 1e6))
print(amount)
amount = round(amount, 8)
if exchange == "trt":
url = "https://api.therocktrading.com/v1/funds/" + fund_id + "/orders"
payload_trt = {
"fund_id": "BTCEUR",
"side": side,
"amount": amount,
"price": 0
}
signature = hmac.new(self.secret_trt.encode(),
msg=(str(nonce) + url).encode(),
digestmod=hashlib.sha512).hexdigest()
_headers = {
'User-Agent': 'PyRock v1',
"Content-Type": "application/json",
"X-TRT-KEY": self.apikey_trt,
"X-TRT-SIGN": signature,
"X-TRT-NONCE": nonce
}
resp = requests.post(url,
data=json.dumps(payload_trt),
headers=_headers)
try:
return json.loads(resp.text)
except KeyError:
return "ERROR"
elif exchange == "krk":
api = krakenex.API(self.apikey_krk, self.secret_krk)
k = KrakenAPI(api)
resp = k.add_standard_order(fund_id, side, "limit", str(amount),
str(price))
resp = str(resp).replace("\'", "\"")
return resp
elif exchange == "bnb":
if side == "buy":
order = self.client.order_limit_buy(symbol=fund_id,
quantity=round(amount, 8),
price=price)
elif side == "sell":
order = self.client.order_limit_sell(symbol=fund_id,
quantity=round(amount, 8),
price=price)
return dict(order)
def get_data(monnaie='XXBTZEUR', interval=60, since=None):
"""Renvoie une DataFrame de max 720 valeurs selon :
- la paire de monnaie (monnaie) choisie sous forme de string. Par
defaut elle vaut 'XXBTZEUR' et renvoie donc la valeur du Bitcoin en Euros.
Si la paire pose problème, tenter de rajouter un X devant la cryptomonaie et
un Z devant la monnaie "classique", comme pour la valeur par défaut. (se référer
aux monnaies disponibles sur la plateforme Kraken)
- l'intervalle (interval) en minutes, qui représente l'intervalle temporel
entre deux entrées de la DataFrame. Par défaut elle vaut 60.
- la date de début (since). Par défaut la fonction renvoie
les 720 dernières valeurs selon l'intervalle choisi.
"""
api = krakenex.API()
k = KrakenAPI(api)
ohlc = k.get_ohlc_data(monnaie, interval, since)
return ohlc[0]
def calculate_capital():
# Connect to API:
con = krakenex.API()
con.load_key(kraken_key_filepath)
api = KrakenAPI(con)
volume = api.get_account_balance()
crypto_on_hand = volume.loc[CRYPTO][0]
open_position = check_openPosition(crypto_on_hand)
if open_position:
current_price = float(
api.get_ticker_information(CRYPTO + FIAT)['c'][0][0])
return round(current_price * crypto_on_hand, 2)
else:
return round(float(volume.loc[FIAT][0]), 2)
def __init__(self,
pair='XXBTZUSD',
timezone='America/New_York',
folder='data'):
# initiate api
api = krakenex.API()
self.k = KrakenAPI(api, tier=0, retry=.1)
# set pair
self.pair = pair
self.tz = pytz.timezone(timezone)
# set and create folder
self.folder = folder
os.makedirs(os.path.join(self.folder, pair), exist_ok=True)
def get_api():
"""Get krakenx API object"""
log.debug("Getting kraken API object")
kx_api = krakenex.API(get_secret("KRAKEN_KEY"),
get_secret("KRAKEN_SECRET"))
return KrakenAPI(kx_api)
def __balance(self, exchange):
nonce = str(int(time.time() * 1e6))
d = dict()
if exchange == "trt":
url = "https://api.therocktrading.com/v1/balances"
signature = hmac.new(self.secret_trt.encode(),
msg=(str(nonce) + url).encode(),
digestmod=hashlib.sha512).hexdigest()
_headers = {
"Content-Type": "application/json",
"X-TRT-KEY": self.apikey_trt,
"X-TRT-SIGN": signature,
"X-TRT-NONCE": nonce
}
resp = requests.get(url, headers=_headers)
d["trtbtc"] = json.loads(resp.text)["balances"][0]["balance"]
d["trteur"] = json.loads(resp.text)["balances"][8]["balance"]
return d
elif exchange == "krk":
api = krakenex.API(self.apikey_krk, self.secret_krk)
k = KrakenAPI(api)
resp = k.get_account_balance()
d["krkbtc"] = resp["vol"]["XXBT"]
d["krkbch"] = resp["vol"]["BCH"]
return d
elif exchange == "bnb":
is_fine = True
while is_fine:
try:
is_fine = False
except ConnectionError:
print(
f"{Fore.RED}[ERR] CHECK INTERNET CONNECTION{Style.RESET_ALL}"
)
try:
d["bnbtrx"] = float(
self.client.get_asset_balance(asset="TRX")["free"])
d["bnbbnb"] = float(
self.client.get_asset_balance(asset="BNB")["free"])
except Exception:
d["bnbtrx"] = float(
self.client.get_asset_balance(asset="TRX")["free"])
d["bnbbnb"] = float(
self.client.get_asset_balance(asset="BNB")["free"])
return d
class KrakenData(Data):
def __init__(self, interval=1, waitInterval=1, **params):
self.KAPI = KrakenAPI(krakenex.API())
self.ohlc, self.since = self.KAPI.get_ohlc_data(
"BTCUSD",
interval=interval,
since=None,
ascending=True,
)
self.interval = interval
self.waitInterval = waitInterval
super().__init__(**params)
async def dataGenerator(self):
wait = 60
maxRows = 2880
blockSize = 1440
retry = 0
timer = None
while retry < 10:
if timer is not None:
await timer
try:
ohlcnew, self.since = self.KAPI.get_ohlc_data(
"BTCUSD",
interval=self.interval,
since=self.since,
ascending=True,
)
except Exception:
await asyncio.sleep(wait)
retry += 1
continue
# Remove the last enty as it is unconfirmed
retry = 0
self.ohlc.drop(self.ohlc.tail(1).index, inplace=True)
self.ohlc = self.ohlc.append(ohlcnew)
if len(self.ohlc) >= maxRows:
self.ohlc.drop(self.ohlc.head(blockSize).index, inplace=True)
timer = asyncio.create_task(asyncio.sleep(self.waitInterval *
wait))
yield self.ohlc
raise ConnectionError("Retry Exceeded 10")
def create_client_from_config(config):
retry = config["API"].get("retry", 0)
crl_sleep = config["API"].get("crl_sleep", 5)
tier = config["API"].get("tier", "Intermediate")
api_key = config["API"].get("key", None)
secret = config["API"].get("secret", None)
client = krakenex.API(key=api_key, secret=secret)
client = KrakenAPI(client,
retry=float(retry),
crl_sleep=float(crl_sleep),
tier=tier)
return client
class CryptoTracker(object):
def __init__(self, config):
api = krakenex.API()
self.k = KrakenAPI(api)
self.config = config
def get_exchange_rate(self, crypto, fiat):
pair = "X{}Z{}".format(crypto, fiat)
ticker = self.k.get_ticker_information(pair)
return ticker
def get_currencies(self):
return {
'XRP': XrpHandler(self.config),
'ETH': EthHandler(self.config),
'XBT': XbtHandler(self.config),
'LTC': LtcHandler(self.config),
}
def get_local_currency(self):
return self.config.local_currency
def get_fiat_currency(self):
return self.config.fiat_currency
def get_exchange_rates(self, base=None):
url = 'https://api.fixer.io/latest'
if base is not None:
url += '?base={}'.format(base)
req = requests.get(url)
rates = json.loads(req.text)
return rates['rates']
def update_currencies(self):
accounts = self.config.accounts
balances = defaultdict(float)
rates = defaultdict(float)
crypto_currencies = self.get_currencies()
for curr in accounts.keys():
ohlc = self.get_exchange_rate(
curr, crypto_currencies[curr].fiat_currency())
if ohlc is not None and len(ohlc) > 0:
rates[curr] = float(ohlc.iloc[0]['c'][0])
balances[curr] += crypto_currencies[curr].update(accounts[curr])
positions = {
curr: balances[curr] * rates[curr]
for curr in balances if curr in rates and curr in balances
}
return balances, positions
def __init__(self, instance, data={}, parent=None):
JSConfigClient.__init__(self,
instance=instance,
data=data,
parent=parent,
template=TEMPLATE)
import krakenex
from pykrakenapi import KrakenAPI
kraken_api = krakenex.API()
kraken_api.key = self.config.data["api_key_"]
kraken_api.secret = self.config.data["private_key_"]
self.api = KrakenAPI(kraken_api)
def __init__(self, exchanges):
'''exchanges = comma separated list of exchanges you want to monitor'''
self.exchanges = [e.lower() for e in exchanges]
# Depending on which exchanges got included, connect to APIs
if 'kraken' in self.exchanges:
self.kraken_api = krakenex.API()
self.kraken = KrakenAPI(self.kraken_api)
if 'gdax' in self.exchanges:
self.gdax = gdax_api.PublicClient()
if 'bittrex' in self.exchanges:
self.bittrex = Bittrex(None, None)
if 'coinmarketcap' in self.exchanges:
self.coinmarketcap = Market()
def connect_account(self, kraken_key_filepath):
'''Connects to a private Kraken account.
kraken_key_filepath : str
kraken_key_filepath must be a Python file in the format:
<API_KEY>
<API_SECRET_KEY>
On the first two lines.
pair : ticker pair that you are trading
interval : aggregation of the historical data
'''
# Connect to API:
con = krakenex.API()
con.load_key(kraken_key_filepath)
api = KrakenAPI(con)
return api, con
def __init__(self,market=None):
#Make sure the intialised values are set for the Connections
if market==None:
raise NameError("No market pair defined. Add pair=xxx to the Controller initialization")
#Make the connections once for better practice
#without storing keys
#Try make a connection to the Kracken API
try:
api = krakenex.API()
#Use the kraken wapper for better functionality
self.client = KrakenAPI(api)
except:
print("Couldn't make a connection to the Kraken API")
print("exit")
sys.exit(1)
#
self.market = market
class GetTradeData(object):
def __init__(self,
pair='XXBTZUSD',
timezone='America/New_York',
folder='data'):
# initiate api
api = krakenex.API()
self.k = KrakenAPI(api, tier=0, retry=.1)
# set pair
self.pair = pair
self.tz = pytz.timezone(timezone)
# set and create folder
self.folder = folder
os.makedirs(os.path.join(self.folder, pair), exist_ok=True)
def download_trade_data(self, since):
folder = os.path.join(self.folder, self.pair)
# update or new download
if since is 0:
fs = os.listdir(folder)
if len(fs) > 0:
fs.sort()
last = int(fs[-1].split('.')[0])
else:
last = 0
else:
last = since
# get data
while True:
try:
time.sleep(0.75)
fname = os.path.join(folder,
'{}.pickle'.format(str(last).zfill(19)))
trades, last = self.k.get_recent_trades(pair=self.pair,
since=last)
# set timezone
index = trades.index.tz_localize(pytz.utc).tz_convert(self.tz)
trades.index = index
# store
print('Data Downloader: storing', fname)
trades.to_pickle(fname)
except AttributeError: # can't tz_localize on empty (last) trades
print('Data Downloader: download/update finished!')
break
def agg_ohlc(self, since, interval=[0]):
folder = os.path.join(self.folder, self.pair)
if interval == [0]:
from config import INTERVALS
interval = INTERVALS
# fetch files and convert to dataframe
fs = os.listdir(folder)
fs.sort(reverse=True)
if since > 0:
fs = [f for f in fs if int(f.split('.')[0]) >= since * 1e9]
trades = []
for f in fs:
print(f)
if f[0] == '.':
continue
trades.append(pd.read_pickle(os.path.join(folder, f)))
trades = pd.concat(trades, axis=0)
trades.loc[:, 'cost'] = trades.price * trades.volume
# store on disc
# fname = self.folder + self.pair + '_trades.pickle'
# print('\nData Downloader: storing', fname)
# trades.to_pickle(fname)
for i in interval:
# resample
gtrades = trades.resample('{}min'.format(i))
if i == 1:
fname = os.path.join(self.folder, 'OHLC',
self.pair + '.pickle')
else:
fname = os.path.join(self.folder, 'OHLC',
self.pair + '_{}.pickle'.format(i))
# ohlc, volume
ohlc = gtrades.price.ohlc()
ohlc.loc[:, 'volume'] = gtrades.volume.sum()
ohlc.volume.fillna(0, inplace=True)
closes = ohlc.close.fillna(method='pad')
ohlc = ohlc.apply(lambda x: x.fillna(closes))
# vwap
ohlc.loc[:, 'vwap'] = gtrades.cost.sum() / ohlc.volume
ohlc.vwap.fillna(ohlc.close, inplace=True)
# count
ohlc.loc[:, 'count'] = gtrades.size()
# store on disc
print('\nData Downloader: storing', fname)
ohlc.to_pickle(fname)
import krakenex
from pykrakenapi import KrakenAPI
api = krakenex.API()
k = KrakenAPI(api)
ohlc, last = k.get_ohlc_data(pair="BCHUSD", interval=30)
print('Fetching from Kraken API:\n', ohlc.head(1), '\n')
import numpy as np
import talib
close = np.array(ohlc.close.to_list())
high = np.array(ohlc.high.to_list())
low = np.array(ohlc.low.to_list())
print("Candlestick information:")
print("Candle Close\n", close[-10:], "\n")
print("Candle High\n", high[-10:], "\n")
print("Candle Low\n", low[-10:], "\n")
simple_moving_average = talib.SMA(close)
print("simple_moving_average:\n", simple_moving_average[-10:], "\n")
macd, macdsignal, macdhist = talib.MACD(close,
fastperiod=12,
slowperiod=26,
signalperiod=9)
print("MACD:\n", macd[-10:], "\n")
parbolic_sar = talib.SAR(high, low, acceleration=1, maximum=1)
print("parbolic_sar:\n", parbolic_sar[-10:], "\n")
import pandas as pd
import matplotlib.pyplot as plt
import boto
import schedule
import time
from logger import logging
import requests
session = requests.Session()
session.verify = False
import krakenex
from pykrakenapi import KrakenAPI
api = krakenex.API()
k = KrakenAPI(api)
api.load_key('kraken_keys.py')
df = k.get_trades_history(start=1558587601)[0]
df.index = df.index.tz_localize(tz='UTC').tz_convert('US/Central')
cols = ['ordertxid','cost', 'fee', 'margin', 'price', 'vol', 'type', 'ordertype']
df2 = df[cols].reset_index().groupby('ordertxid', as_index=False).agg({'dtime':'first', 'cost':'sum', 'fee':'sum', 'margin':'sum', 'price':'sum','vol':'sum', 'type':'first', 'ordertype':'first' })
df3 = df2.set_index('dtime').sort_values('dtime')
df3['is_closing'] = ['open' if x=='limit' else 'close' for x in df3['ordertype']]
def is_long(row):
order_type = row[0]
is_closing = row[1]
if ((order_type=='buy') & (is_closing=='open')) | ((order_type=='sell') & (is_closing=='close')):
return 'long'
else:
return 'short'
class GetTradeData(object):
def __init__(self, folder, pair, timezone):
# initiate api
self.api = krakenex.API()
self.k = KrakenAPI(self.api, tier=0, retry=.1)
# set pair
self.pair = pair
self.tz = pytz.timezone(timezone)
# set and create folder
self.folder = folder
os.makedirs(self.folder + pair, exist_ok=True)
def download_trade_data(self, since):
folder = self.folder + self.pair + '/'
# update or new download?
if since is 0:
fs = os.listdir(folder)
if len(fs) > 0:
fs.sort()
last = int(fs[-1].split('.')[0])
else:
last = 0
else:
last = since
# get data
while True:
try:
fname = folder + '{}.pickle'.format(str(last).zfill(19))
trades, last = self.k.get_recent_trades(pair=self.pair,
since=last)
# set timezone
index = trades.index.tz_localize(pytz.utc).tz_convert(self.tz)
trades.index = index
# store
print('storing', fname)
trades.to_pickle(fname)
except CallRateLimitError:
print('\n this should not happen. please report an issue on '
'github! thanks. \n')
raise
except ValueError:
print('download/update finished!')
break
def agg_ohlc(self, interval):
folder = self.folder + self.pair + '/'
# fetch files and convert to dataframe
fs = os.listdir(folder)
fs.sort(reverse=True)
trades = []
for f in fs:
trades.append(pd.read_pickle(folder + f))
trades = pd.concat(trades, axis=0)
trades.loc[:, 'cost'] = trades.price * trades.volume
# resample
gtrades = trades.resample('{}min'.format(interval))
# ohlc, volume
ohlc = gtrades.price.ohlc()
ohlc.loc[:, 'vol'] = gtrades.volume.sum()
ohlc.vol.fillna(0, inplace=True)
closes = ohlc.close.fillna(method='pad')
ohlc = ohlc.apply(lambda x: x.fillna(closes))
# vwap
ohlc.loc[:, 'vwap'] = gtrades.cost.sum() / ohlc.vol
ohlc.vwap.fillna(ohlc.close, inplace=True)
# count
ohlc.loc[:, 'count'] = gtrades.size()
# store on disc
fname = self.folder + self.pair + '_{}.pickle'.format(interval)
print('storing', fname)
ohlc.to_pickle(fname)
def __init__(self, config):
api = krakenex.API()
self.k = KrakenAPI(api)
self.config = config
Created on Mon Dec 18 13:03:45 2017
@author: austin
"""
import krakenex
from pykrakenapi import KrakenAPI
#import os
api = krakenex.API()
key = "ignored/new_key.key"
api.load_key(key)
api.query_private(method="Balance")
k = KrakenAPI(api)
k.get_account_balance()
k.get_trades_history()
ohlc, last = k.get_ohlc_data("BCHUSD")
print(ohlc)
print(last)
# open trade
descr = k.add_standard_order(pair="XBTEUR",
type="buy",
ordertype="market",
volume=0.002)
descr
k.get_open_orders(trades=True)
class Kraken(ExchangeBase, ABC):
def __init__(self):
super().__init__()
args = json.load(open('krakenKey.json'))
api = krakenex.API(**args)
self.kraken = KrakenAPI(api)
accounts = self.kraken.get_account_balance()
print(accounts)
return
# for account in accounts:
# currency = account['currency']
# balance = float(account['available'])
# self.wallets[currency] = Wallet(currency, balance)
# print(currency, balance)
# if balance > self.valueWallet.amount:
# self.valueWallet = self.wallets[currency]
# self.fee = 0.0025
def get_last_trade_price(self, symbol):
ticker = self.kraken.get_product_ticker(symbol)
return float(ticker['price'])
def buy(self, key):
buy_symbol = (key + "-" + self.arbitrar.currency).replace(
"BTC", "XBT").replace("-", "")
amount = str(self.arbitrar.amount // 0.01 / 100)
order = self.kraken.buy(product_id=buy_symbol,
type='market',
funds=amount)
if 'message' in order.keys():
raise InsufficientFundsError(order['message'])
settled = order['settled']
while not settled:
order = self.kraken.get_order(order['id'])
settled = order['settled']
time.sleep(0.12)
self.wallets[key].amount = float(order['filled_size'])
self.arbitrar.amount = 0
self.valueWallet = self.wallets[key]
# NOTE: This includes the fee!
rate = float(order['executed_value']) / float(order['filled_size'])
return buy_symbol, rate
def sell(self):
sell_symbol = (self.valueWallet.currency + "-" +
self.arbitrar.currency).replace("BTC",
"XBT").replace("-", "")
amount = str(self.valueWallet.amount)
order = self.kraken.sell(product_id=sell_symbol,
type='market',
size=amount)
if 'message' in order.keys():
raise InsufficientFundsError(order['message'])
settled = order['settled']
while not settled:
order = self.kraken.get_order(order['id'])
settled = order['settled']
time.sleep(0.12)
self.arbitrar.amount = float(order['executed_value'])
self.valueWallet.amount = 0
self.valueWallet = self.arbitrar
# NOTE: This includes the fee!
rate = float(order['executed_value']) / float(order['filled_size'])
return sell_symbol, rate
def get_name(self):
return "kraken"
def get_price_from_kraken(kraken_token):
krakenApi = KrakenAPI(krakenex.API());
krakenprice = krakenApi.get_ticker_information(kraken_token).loc[kraken_token]['a'][0]
return float(krakenprice)
import sys, json, numpy as np
import krakenex
from pykrakenapi import KrakenAPI
import decimal
import time
import nltk
import numpy as np
import random
import string
from sklearn.linear_model import LinearRegression
#connection to the kraken api
api = krakenex.API()
k = KrakenAPI(api)
#user message treatement
greeting_input = (
"hello",
"hi",
"greetings",
"what's up",
"hey",
)
greeting_responses = ["hi !", "hey !", "hi there !", "hello !"]
farewell_input = ("bye", "goodbye")
simple_question_input = ("open", "close", "high", "low", "vwap", "volume")
possible_pairs = ("bcheur", "bchusd", "bchxbt", "xxbtzeur", "xbtzusd",
"xethxxbt", "xethzusd", "xethzeur")
predictions_input = ("short", "long", "short-term", "long-term")
sample_input = ("yesterday", "week", "weeks")
def __init__(self, key=[''], secret=[''], sftppassword='', settings=None):
"""
Constructor of the Kraken Core Class
This sets up the connection to Kraken and sets the global
variables.
Parameters
----------
key : list of str, optional
-The keys to a kraken account
secret : list of str, optional
-The secrets to a kraken account
sftppassword : str, optional
-The password to the sftpserver
settings : dict, optional
- A dictionary of the settings to be used
Returns
-------
Class
- A kraken core class
"""
#Check if market specified in settings file and
#Figure out what market we are interested in
if not "Ex_Market1" in settings.keys():
print(
"Need a Kraken Exchange market specified in the settings file")
print("Specify Ex_Market1 keyword in settings file")
raise
if not "Ex_Market2" in settings.keys():
print(
"Need a Kraken Excahnge market 2 specified in the settings file"
)
print("Specify Ex_Market2 keyword in settings file")
raise
else:
market = settings["Ex_Market1"] + settings["Ex_Market2"]
#
#Do Trivial checks
if market == "":
raise NameError(
"No market pair defined. Add pair=xxx to the Controller initialization"
)
if key == ['']:
print(
"No Kraken Key defined. No key=xxx given to the Controller initialization"
)
if secret == ['']:
print(
"No Kraken secret defined. No secret=xxx given to the Controller initialization"
)
#Make the connections once for better practice
#without storing keys
#Try make all connection to the Kracken API
try:
print("Using Keys from input")
print("*****MAKE SURE KEYS/SECRETS IN RIGHT ORDER")
#Loop over all keys/secrets
self.clients = []
for keyj, secretj in zip(key, secret):
#Make the connection
api_j = krakenex.API(key=keyj, secret=secretj)
#Use the kraken wapper for better functionality
self.clients.append(KrakenAPI(api_j))
#Make a way to cycle through the keys
self.client_cycler = cycle(self.clients)
except:
traceback.print_exc()
print("Couldn't make a connection to the Kraken API")
print("exit")
raise
#Setup FileBot if there is any
self.Setup_FileBot(settings, sftppassword)
#Save for later
self.market = market
self.min_price = settings["min_increment"] #This is not bp
self.bp = 0.0001 #This is bp
self.acct_mrkt1 = self.Kraken_Lookup_Acct_Market(
settings["Ex_Market1"])
self.acct_mrkt2 = self.Kraken_Lookup_Acct_Market(
settings["Ex_Market2"])
#Find the number of significant digits so we can round
#the price later
digits = format(self.min_price, ".16f")
#Seperate based on dot
digits = digits.partition(".")[2]
self.min_price_digit = len(digits) - len(digits.lstrip("0")) + 1
#Setup stuff
if "dust" in settings.keys():
self.dust = settings["dust"]
if "volume" in settings.keys():
self.tot_vol = settings["volume"]
if "odepth" in settings.keys():
self.odepth = settings["odepth"]
